libtrilinos-dev 10.4.0.dfsg-1ubuntu2 / usr / include / trilinos / AbstractLinAlgPack_VectorAuxiliaryOps.hpp

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// Moocho: Multi-functional Object-Oriented arCHitecture for Optimization
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#ifndef ABSTRACT_LINALG_PACK_VECTOR_AUXILIARY_OPS_H
#define ABSTRACT_LINALG_PACK_VECTOR_AUXILIARY_OPS_H

#include <utility>

#include "AbstractLinAlgPack_VectorMutable.hpp"

namespace AbstractLinAlgPack {

/** \defgroup VectorAuxiliaryOps_grp Collection of auxiliary useful vector operations.
 */
//@{

/** \defgroup VectorAuxiliaryOps_ROp_grp Reduction operations */
//@{

/** \brief Compute the maximum element in a vector.
 *
 * Returns:
 \verbatim

 max{ v(i), i = 1...n }
 \endverbatim
 */
value_type max_element( const Vector& v ); 

/** \brief Computes the maximum positive and negative step that can be taken
  * that are within the relaxed bounds.
  *
  *	This function computes and returns the maximum (in magnitude) postive
  *	(<tt>return.first >= 0.0</tt>) and negative (<tt>return.second <= 0.0</tt>) steps
  * \c u that can be taken such that the relaxed bounds:
  \verbatim
  xl - max_bnd_viol <= x + u * d <= xu - max_bnd_viol
  \endverbatim
  * are strictly satisfied.
  *
  * If <tt>return.first < 0.0</tt> then this is a flag that \c x is not
  * in the relaxed bounds to begin with.  In this case \c return.second
  * has no meaning.
  */
std::pair<value_type,value_type>
max_near_feas_step(
  const Vector& x, const Vector& d
  ,const Vector& xl, const Vector& xu
  ,value_type max_bnd_viol
  ); 

/** \brief Computes the maximum relative step of <tt>x = x + d</tt>.
  *
  \verbatim

  return = max{ |d|/(1.0+|x(i)|), for i = 1...n }
  \endverbatim
  */
value_type max_rel_step(
  const Vector& x, const Vector& d
  );

/// 
/** Computes alpha_max by the fraction to boundary rule.
 *
 * ToDo: Finish documentation!
 */
value_type fraction_to_boundary(
  const value_type    tau,
  const Vector  &x,
  const Vector  &d,
  const Vector  &xl,
  const Vector  &xu
  );

/// 
/** Computes alpha_max by the fraction to boundary rule
 *   assuming only a lower bound of zero
 *
 * ToDo: Finish documentation!
 */
value_type fraction_to_zero_boundary(
  const value_type    tau,
  const Vector  &x,
  const Vector  &d
  );

/** \brief Count the number of finitly bounded elements in <tt>xl <= x <= xu</tt>.
 *
 * ToDo: Finish documentation!
 */
size_type num_bounded(
  const Vector& xl, const Vector& xu
  ,value_type inf_bound );

/** \brief Computes the log barrier term:
 *
 \verbatim

 sum{ log( x(i) - xl(i) ) + log( xu(i) - x(i) ) , for i = 1...n }
 \endverbatim
 */
value_type log_bound_barrier(
  const Vector    &x
  ,const Vector   &xl
  ,const Vector   &xu
  ); 

/** \brief Computes an estimate of the
 *   complementarity error
 *
 \verbatim
  for every i...
     comp_err = max(comp_err, v(i)*(xu(i)-x(i), -v(i)*(x(i)-xl(i))));
\endverbatim
 */
value_type combined_nu_comp_err(
  const Vector    &v
  ,const Vector   &x
  ,const Vector   &xl
  ,const Vector   &xu
  ); 


/** \brief Computes an estimate of the
 *   complementarity error when only the lower 
 *   bounds are non-infinite
 *
 \verbatim
  for every i...
     comp_err = max(comp_err, v(i)*(xl(i)-x(i))));

NOTE: equivalent to 
     comp_err = max(comp_err, -v(i)*(x(i)-xl(i))));

\endverbatim
 */
value_type combined_nu_comp_err_lower(
  const Vector    &v
  ,const Vector    &x
  ,const Vector   &xl
  );

/** \brief Computes an estimate of the
 *   complementarity error when only the upper
 *   bounds are non-infinite
 *
 \verbatim
  for every i...
     comp_err = max(comp_err, v(i)*(xu(i)-x(i))));
\endverbatim
 */
value_type combined_nu_comp_err_upper(
  const Vector    &v
  ,const Vector   &x
  ,const Vector   &xu
  );


/** \brief Computes the complementarity error
 *   for a primal/dual interior point
 *   algorithm using inf norm.
 *
 \verbatim
  for every i...
     comp_err = max(comp_err, 
                  ( fabs(vu(i)*(xu(i)-x(i)) - mu) ),
          ( fabs(vl(i)*(x(i)-xl(i)) - mu) )
          );
\endverbatim
 */
value_type IP_comp_err_with_mu(
  const value_type    mu
  ,const value_type   inf_bound
  ,const Vector &x
  ,const Vector &xl
  ,const Vector &xu
  ,const Vector &vl
  ,const Vector &vu
  );

/** \brief Compute the maximum violation from a set of inequality constraints <tt>vL <= v <= vU</tt>.
 *
 * @param  v      [in] Inequality value vector.
 * @param  vL     [in] Lower inequality bounds (may be -infinity (i.e. very large negative number))
 * @param  vU     [in] Upper inequality bounds (may be +infinity (i.e. very large positive number))
 * @param  max_viol_i
 *                [out] Gives the index of the inequality with the maximum (scaled) violation.
 *                If <tt>*max_viol_i == 0</tt> on output then no inequality was violated.
 * @param  max_viol
 *                [out] The maximum (scaled violation).
 *                Only significant if <tt>*max_viol_i > 0</tt>.  
 * @param  v_i
 *                [out] Set to <tt>v.get_ele(*max_viol_i)</tt>.
 *                Only significant if <tt>*max_viol_i > 0</tt>.
 * @param  bnd_type
 *                [out] The type of bound with the maximum violation.
 *                <ul>
 *                    <li> -1 : LOWER
 *                    <li>  0 : EQUALITY
 *                    <li> +1 : UPPER
 *                </ul>
 *                Only significant if <tt>*max_viol_i > 0</tt>.
 * @param  vLU_i
 *                [out] Set to:
 *                <ul>
 *                    <li><tt>vL.get_ele(*max_viol_i)</tt> if <tt>*bnd_type <= 0</tt>
 *                    <li><tt>vU.get_ele(*max_viol_i)</tt> if <tt>*bnd_type > 0</tt>
 *                </ul>
 *                Only significant if <tt>*max_viol_i > 0</tt>.  
 *
 * @return Returns <tt>true</tt> if some constraint was violated.
 *
 * Preconditions:<ul>
 * <li> ToDo: Spell these out!
 * </ul>
 *
 * Postconditions:<ul>
 * <li> ToDo: Spell these out!
 * </ul>
 *
 * In order to make the result unique if more than one inequality
 * <tt>vL(i) <= v(i) <= vL(i)</tt> have the same maximum violation
 * then the inequality with the lowest <tt>i</tt> is returned.
 *
 */
bool max_inequ_viol(
  const AbstractLinAlgPack::Vector   &v
  ,const AbstractLinAlgPack::Vector  &vL
  ,const AbstractLinAlgPack::Vector  &vU
  ,AbstractLinAlgPack::size_type     *max_viol_i
  ,AbstractLinAlgPack::value_type    *max_viol
  ,AbstractLinAlgPack::value_type    *v_i
  ,int                               *bnd_type
  ,AbstractLinAlgPack::value_type    *vLU_i
  ); 

//@}

/** \defgroup VectorAuxiliaryOps_TOp_grp Transformation operations */
//@{

/** \brief Force a vector in bounds.
 *
 \verbatim

          / xl(i)  : if x(i) < xl(i)
  x(i) =  | x(i)   : if xl(i) <= x(i) <= xu(i)
          \ xu(i)  : if x(i) > xu(i)

  , for 1 = 1...n
 \endverbatim
 */
void force_in_bounds( const Vector& xl, const Vector& xu, VectorMutable* x );

/** \brief Force a vector sufficiently within bounds according
 *   to a specified absolute and relative buffer
 *
 */
void force_in_bounds_buffer(
  const value_type     rel_push,
  const value_type     abs_push,
  const Vector   &xl, 
  const Vector   &xu, 
  VectorMutable  *x 
  );

/** \brief Computes the inverse of the difference
 *   between two vectors
 *
 \verbatim
 z(i) = alpha/(v0(i) - v1(i));
 \endverbatim
 */
void inv_of_difference(
  const value_type       alpha
  ,const Vector    &v0
  ,const Vector    &v1
  ,VectorMutable   *z
  );

/** \brief Corrects the lower bound multipliers with 
 *   infinite bounds
 *
 \verbatim
 vl(i) = (xl(i) <= inf_bound_limit) ? 0.0 : v(i);
 \endverbatim
 */
void correct_lower_bound_multipliers(
  const Vector      &xl
  ,const value_type       inf_bound_limit
  ,VectorMutable    *vl
  );

/** \brief Corrects the upper bound multipliers with 
 *   infinite bounds
 *
 \verbatim
 vl(i) = (xu(i) >= inf_bound_limit) ? 0.0 : v(i);
 \endverbatim
 */
void correct_upper_bound_multipliers(
  const Vector       &xu
  ,const value_type        inf_bound_limit
  ,VectorMutable     *vu
  );

/** \brief Calculates the multiplier step for lower bounds
 *
\verbatim
dvl(i) = -vl(i) + mu*invXl(i)*e - invXl(i)*Vl(i)*d_k(i)
\endverbatim
*/
void lowerbound_multipliers_step(
  const value_type         mu,
  const Vector       &invXl,
  const Vector       &vl,
  const Vector       &d_k,
  VectorMutable      *dvl
  );

/** \brief Calculates the multiplier step for the upper bounds
 *
 *
\verbatim
dvu(i) = -vu(i) + mu*invXl(i)*e + invXl(i)*Vl(i)*d_k(i)
\endverbatim
*/
void upperbound_multipliers_step(
  const value_type       mu,
  const Vector     &invXu,
  const Vector     &vu,
  const Vector     &d_k,
  VectorMutable    *dvu
  );


/** \brief Calculates the sqrt of each
 *   element in the vector
 * Pre Condition: all elements of z must be positive
 *
 \verbatim
 z(i) = sqrt(z(i));
 \endverbatim
 */
void ele_wise_sqrt(
  VectorMutable* z
    );		

/** \brief Take the maximum value of the vector elements and a scalar.
 *
 \verbatim

 y(i) = max( y(i), min_ele ), for i = 1...n
 \endverbatim
 */
void max_vec_scalar(
  value_type              min_ele
  ,VectorMutable    *y
  );

/** \brief Take the maximum value of the absolute vector elements and a scalar.
 *
 \verbatim

 y(i) = max( fabs(y(i)), min_ele ), for i = 1...n
 \endverbatim
 */
void max_abs_vec_scalar(
  value_type              min_ele
  ,VectorMutable    *y
  );

//@}

//@}

} // end namespace AbstractLinAlgPack

#endif // ABSTRACT_LINALG_PACK_VECTOR_AUXILIARY_OPS_H